chore: remove wrong alpha bot; move that logic to the basic market maker bot

Author: daconjurer

ctenex/bot/bots/alpha.py

@@ -11,7 +11,7 @@
 
 
 class BasicOrdersGenerator(IOrdersGenerator):
-    RANDOM_TICKS_FACTOR = 3  # TODO: increase complexity
+    RANDOM_TICKS_FACTOR = 2  # Stay close to mid-price
     MIN_PROFIT_TICKS = 1  # Minimum number of ticks we want to profit from spread
 
     def generate_orders(
@@ -26,28 +26,49 @@ def generate_orders(
     ) -> list[OrderAddRequest]:
         orders = []
 
+        # Calculate minimum profitable price difference
+        min_profit = tick_size * Decimal(BasicOrdersGenerator.MIN_PROFIT_TICKS)
+
         for i in range(number_of_orders):
-            # First "match" the order with a profit margin equal to the tick size
             if i == 0:
-                matching_side = (
-                    OrderSide.SELL if side == OrderSide.BUY else OrderSide.BUY
-                )
-                profit_margin = tick_size if side == OrderSide.BUY else -tick_size
-                order_price = price + profit_margin
-            # Then generate orders around the mid-price
+                # For the first order, we want to match the incoming order
+                # but ensure we're on the profitable side of the spread
+                if side == OrderSide.BUY:
+                    # If someone wants to buy, we sell at a higher price
+                    matching_side = OrderSide.SELL
+                    order_price = price + min_profit
+                else:
+                    # If someone wants to sell, we buy at a lower price
+                    matching_side = OrderSide.BUY
+                    order_price = price - min_profit
             else:
-                matching_side = OrderSide.SELL if randrange(2) == 0 else OrderSide.BUY
-                order_price = price + tick_size * Decimal(
-                    randrange(
-                        BasicOrdersGenerator.MIN_PROFIT_TICKS,
-                        BasicOrdersGenerator.RANDOM_TICKS_FACTOR,
+                # For subsequent orders, we place orders around the mid-price
+                # but always ensuring we're on the profitable side of the spread
+                if randrange(2) == 0:
+                    # Place a sell order above mid-price
+                    matching_side = OrderSide.SELL
+                    order_price = price + tick_size * Decimal(
+                        randrange(
+                            BasicOrdersGenerator.MIN_PROFIT_TICKS,
+                            BasicOrdersGenerator.RANDOM_TICKS_FACTOR,
+                        )
+                    )
+                else:
+                    # Place a buy order below mid-price
+                    matching_side = OrderSide.BUY
+                    order_price = price - tick_size * Decimal(
+                        randrange(
+                            BasicOrdersGenerator.MIN_PROFIT_TICKS,
+                            BasicOrdersGenerator.RANDOM_TICKS_FACTOR,
+                        )
                     )
-                )
 
+            # Scale quantity based on spread - larger spreads get larger orders
             if spread == Decimal(0.00):
                 order_quantity = Decimal(1.00)
             else:
-                order_quantity = spread
+                # Scale quantity based on spread size, but cap it
+                order_quantity = min(spread * Decimal(2), Decimal(10.00))
 
             matching_order = OrderAddRequest(
                 contract_id=contract_id,